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DBA vs. COW.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. COW.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and iShares Global Agriculture Index ETF (COW.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DBA is traded in USD, while COW.TO is traded in CAD. To make them comparable, the COW.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DBA achieves a 4.23% return, which is significantly lower than COW.TO's 9.71% return. Over the past 10 years, DBA has underperformed COW.TO with an annualized return of 3.65%, while COW.TO has yielded a comparatively higher 7.28% annualized return.


DBA

1D
-0.19%
1M
-3.48%
YTD
4.23%
6M
4.40%
1Y
4.08%
3Y*
11.69%
5Y*
11.06%
10Y*
3.65%

COW.TO

1D
0.52%
1M
-3.26%
YTD
9.71%
6M
6.12%
1Y
-1.43%
3Y*
3.71%
5Y*
0.91%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. COW.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
4.23%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%
COW.TO
iShares Global Agriculture Index ETF
9.71%0.24%-2.62%-6.38%5.91%19.15%14.49%31.45%-20.82%23.25%

Correlation

The correlation between DBA and COW.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2007

0.22

The correlation between DBA and COW.TO shifts across timeframes, from 0.11 (3 years) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBA vs. COW.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBA
DBA Risk / Return Rank: 1313
Overall Rank
DBA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1313
Sortino Ratio Rank
DBA Omega Ratio Rank: 1313
Omega Ratio Rank
DBA Calmar Ratio Rank: 1414
Calmar Ratio Rank
DBA Martin Ratio Rank: 1313
Martin Ratio Rank

COW.TO
COW.TO Risk / Return Rank: 1010
Overall Rank
COW.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
COW.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
COW.TO Omega Ratio Rank: 99
Omega Ratio Rank
COW.TO Calmar Ratio Rank: 1010
Calmar Ratio Rank
COW.TO Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBA vs. COW.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and iShares Global Agriculture Index ETF (COW.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBACOW.TODifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.07

1.00

+0.07

Calmar ratioReturn relative to maximum drawdown

0.47

-0.11

+0.59

Martin ratioReturn relative to average drawdown

1.03

-0.24

+1.27

DBA vs. COW.TO - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.39, which is higher than the COW.TO Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of DBA and COW.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBA vs. COW.TO - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than COW.TO's maximum drawdown of -64.63%. Use the drawdown chart below to compare losses from any high point for DBA and COW.TO.


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Drawdown Indicators


DBACOW.TODifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-64.63%

-3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-12.60%

+3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-15.40%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-34.83%

+18.89%

Max Drawdown (10Y)

Largest decline over 10 years

-39.12%

-46.79%

+7.67%

Current Drawdown

Current decline from peak

-26.62%

-22.12%

-4.50%

Average Drawdown

Average peak-to-trough decline

-41.06%

-17.26%

-23.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

5.96%

-1.98%

Volatility

DBA vs. COW.TO - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 2.62%, while iShares Global Agriculture Index ETF (COW.TO) has a volatility of 3.33%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than COW.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBACOW.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

3.33%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

13.07%

-6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

10.58%

16.77%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

19.86%

-5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.05%

22.74%

-9.69%

DBA vs. COW.TO - Expense Ratio Comparison

DBA has a 0.88% expense ratio, which is higher than COW.TO's 0.72% expense ratio.


Dividends

DBA vs. COW.TO - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.43%, more than COW.TO's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
COW.TO
iShares Global Agriculture Index ETF
2.17%2.46%1.43%1.62%2.01%0.69%1.13%1.13%1.18%0.63%1.21%1.96%
DBA
Invesco DB Agriculture Fund
3.43%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%

Frequently Asked Questions


DBA and COW.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COW.TO is cheaper at 0.72% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COW.TO is cheaper with a 0.72% expense ratio, compared with 0.88% for DBA.

DBA is categorized as Agricultural Commodities, while COW.TO is Large Cap Blend Equities. DBA tracks DBIQ Diversified Agriculture Index Excess Return, while COW.TO tracks Manulife Investment Management Global Agriculture Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.88% for DBA and 0.72% for COW.TO.

Portfolio Optimizer

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